Study on properties of flame‐retardant cyanate esters modified with DOPO and triazine compounds

Ternary flame‐retardant modified cyanate ester blends (CEPG and CEPA) are formed by combining triazine compounds (TGIC or TAIC) and 9,10‐dihydro‐9‐oxa‐10‐phosphaphenanthrene‐10‐oxide with cyanate ester resin. The curing behaviors, thermal and mechanical properties, and the flame‐retardant properties are investigated. The results show that the CEPG and CEPA blends result in lower curing temperatures and glass transition temperatures than those of neat CE. Both of CEPG and CEPA blends significantly improve the flame‐retardant properties of CE resins, and UL‐94V‐0 rate is achieved for CEPG‐1.0 and CEPA‐0.5. The dielectric constant and loss of CEPA blends are lower than those of CEPG blend with the same phosphors content, and both of them are lower than those of neat CE. Therefore, the ternary flame‐retardant modified cyanate ester blends provide 2 ways for composites of producing printed circuit board with high flame‐retardant property and low dielectric constant and loss.     

Valuation and risk assessment of participating life insurance in the presence of credit risk

In participating life insurance, management decisions regarding the asset composition can substantially impact the value of a policy from the policyholders’ perspective as well as the insurer’s risk situation. Due to the long-term guarantees often embedded in these contracts, life insurers typically invest a considerable portion of their capital in long-term assets such as corporate and government bonds. Besides interest rate risk, the value of these bond investments is thus particularly influenced by credit risk. Thus, the aim of this paper is to examine the impact of market risk associated with the asset composition on fair valuation and risk assessment with focus on credit risk and its interaction with equity risk and interest rate risk. Our analysis emphasizes that the consideration of credit risk associated with bonds has a strong impact on the fair valuation and risk measurement in the context of participating life insurance contracts, even in case of higher grade bond exposures.     

A multiperiod model for estimating the cost of deposit insurance under the Basel III minimum capital requirement

Under the Basel III regime, a commercial bank is considered adequately capitalized if it maintains a ratio of capital to total risk-weighted assets or capital adequacy ratio (CAR) of at least 8%. We model a commercial bank that complies with Basel III's minimum capital requirement on an interval $[0,T]$ for $T>0$. The bank model is achieved via a specific rate of capital influx that fixes the bank's CAR at the minimum prescribed level of 8%. On the basis of this capital influx rate, we derive models for the bank's asset portfolio and capital dynamics required for maintaining the CAR at the minimum prescribed level. For the aforementioned bank, we further study a deposit insurance (DI) pricing problem with a coverage horizon equal to $T$ years. More specifically, we employ a multiperiod DI pricing model to approximate the cost of DI for the bank on the interval $[0,T]$, where the constant (minimum) CAR is maintained. We study the behaviours of the models leading to the constant (minimum) CAR, and the behaviour of the DI premium estimate by means of numerical simulations. In the simulation study pertaining to the DI premium estimate specifically, we determine the effects of changes in the bank's initial leverage level (deposit-to-asset ratio), the DI coverage horizon, and the volatility of the asset portfolio on the DI premium estimate.     

交变电场作用下骨表面温升的实验研究

骨具有力电性质,这一性质可促进骨组织生长。骨既是生理器官又是介电材料,在交变电场作用下,其表现行为可能有生理作用。为此,本文测量了骨悬臂梁试样在交变电场下的表面温升与顶端挠度。发现在电压70V,频率为10~70kHz的交流电场下,最大表面温升达到2~4℃,最大挠度变化为9.0~78.7μm;在频率10kHz,电压为70~175V的交流电场下,最大表面温升达到4~6℃,最大挠度变化为13.0~114.3μm。同时测量了两种经典介电材料有机玻璃和聚乙烯在交变电场下的温升与顶端挠度,最大温升低于0.5℃,但是挠度与骨试样相当,所以相对高温升是骨特有的性质。将交流电压有效值替换成相同幅值的直流电压时,最大温升也低于0.5℃,基本没有挠度变化,所以相对的高温升反映了骨的交流性质。分析后认为,骨在交变电场作用下的温升由胶原的介电损耗引起。实验数据显示,骨在交变电场下,表面温度变化与加载电压的平方成正比,且在实验加载的10~70kHz频段内,骨的介电常数随频率的变化明显。     

沙丘背风侧不同铁路结构形式对风沙环境的适应性分析

当铁路穿越大风沙漠地区时,风沙灾害会对铁路工程及其正常运营产生严重威胁,而设计一种合理的铁路结构形式能够减小风沙沉积对铁路工程的危害. 在本文中,以敦煌至格尔木铁路沙山沟段落为研究对象,采用多相流的方法对越过沙丘的风沙运动过程进行数值模拟,分别讨论了风沙运动对位于沙丘背风坡的铁路路基工程和桥梁工程的影响. 主要的模拟结果显示:路基工程明显降低了风速并且将沙丘后的回流区分成了两部分,而桥梁工程的导流效应则压缩了沙丘背风坡的回流区;轨道间的道碴增大了铁路表面的粗糙度,在轨道间有少量沙粒沉积,而路基工程两侧则有大量积沙;铁路表面的积沙量与摩阻风速呈现出非线性关系,随着摩阻风速的增大,路基工程沙粒沉积的增加速度大于风蚀能力的增加速度,而桥梁工程则正好相反. 在防止风沙危害铁路方面,设置桥梁工程明显优于路基工程. 本研究为风沙运动对铁路工程的影响提供了理论支持,也为今后的铁路工程设计提供了新的思路与研究工具.      

水流损失和热补偿共同作用对增强型地热系统(EGS)产能影响的研究

基于青海共和盆地-3705m地热田实测数据,结合流固耦合传热理论并运用Comsol软件,建立了离散型裂隙岩体流体传热模型。考虑水流损失和热补偿共同作用,模拟得到了开采过程中上、下岩层(盖层和垫层)为绝热不渗透、传热不渗透、渗透传热时,储层(上、下岩层和压裂层)温度场的变化特征,分析了产出流量、水流损失、产出温度、产热速率的变化规律。研究结果表明:采热过程中产出流量始终小于注入流量;产出流量增幅速率先增大后减小,最后趋于稳定,前3a产出流量增幅超过总增幅量的3/4;忽略水流损失,将高估产热速率,采热初期甚至达到考虑水流损失时产热速率的3倍以上;考虑水流损失,产热速率呈先快速上升再趋于稳定后逐渐下降的趋势,最优开采时间为3a^11a;研究上、下岩层对产出温度的影响,仅考虑传热,采热寿命延长5.43%,同时考虑渗流传热时,采热寿命延长2.71%;采热前9a,水流损失占主导作用,即流入上、下岩层水流损失对产热速率的影响高于热补偿效应,开采10a后,热补偿效应占主导作用;同时考虑水流损失和热补偿效应得到的产热速率变化规律与实际工程更为符合,建议选择低渗透能力的上、下岩层延长增强型地热系统(EGS)运行时间。     

Coherent communications

Abstract

Coherent lightwave techniques, when compared to direct detection techniques, offer nearly quantum noise limited sensitivity as well as fine tunability similar to that obtained at radio frequencies. These two aspects provide communication systems planners and engineers the means to better exploit the huge bandwidth of single mode optical fibers.

Research activity in this field started in the early 1980s, and some laboratory experiments and field trials were performed by the end of the decade, showing that such techniques are suitable for transmitting multigigabit per second signals to distances well exceeding hundred kilometers. On the other hand, coherent multichannel, frequency division multiple access, local area networks have been proposed and experimented worldwide.

This article will discuss the theoretical advantages and limitations of the various modulation and detection formats together with the state of the art. Moreover, some aspects, related to the introduction of coherent systems in local and metropolitan area networks, will be treated. Finally some experimental data will be provided and future evolution will be discussed.     

Semi-empirical calculations for the ranges of fast ions in silicon

A semi-empirical method is proposed to calculate the ion ranges in energy region E?=?0.025–10?MeV/nucleon. The dependence of ion ranges on the projectile nuclear charge, mass and velocity is analysed. The calculations presented for ranges of ions with nuclear charges Z?=?2–10 in silicon are compared with SRIM results and experimental data.     

A health insurance pricing model based on prevalence rates: Application to critical illness insurance

The Italian health insurance market is currently undersized. The paucity of assured data and the discontinuous statistical surveys carried out by the National Institute of Statistics (ISTAT) represent one of the main obstacles to the insurance market development. The paper sets forth a parametric model to estimate technical basis for health insurance policies when data are limited and only aggregated information on mortality and morbidity is available. The probabilistic framework is based on a multiple state continuous and time inhomogeneous Markov model. We provide an estimate of transition intensities from the healthy state to the sickness state when only prevalence rates of sickness are available, according to an extension and modification of the methodology proposed in Olivieri (1996) for Long Term Care insurance. We assume that mortality intensity of both healthy and sick lives is modelled by two independent Gompertz–Makeham models.